A novel grey fractional model based on model averaging for forecasting time series.
Zhiyuan OuyangYanling WanTao ZhangWen-Ze WuPublished in: J. Intell. Fuzzy Syst. (2024)
Keyphrases
- model averaging
- exponential smoothing
- forecasting accuracy
- forecasting model
- grey theory
- grey model
- weather forecasting
- financial time series
- posterior distribution
- box jenkins
- short term
- stock market
- bayesian methods
- supervised classification
- moving average
- probability distribution
- support vector regression
- model selection
- supervised learning